NT7 help - EndDay

[marotom]

Thanks Jason,

Is it all right yet.
the other question to this:
why don't give me the PnL and unrealized PnL and comission when I have strategy run via market replay? or is it maybe right? or what should I set to this?

thanks Tom

[NinjaTrader_Jason]

Hello Tom,

Can you please tell me if you refer to an ATM strategy or an automated NinjaScript strategy.

Where exactly in the software are (un)realized PnL and commission not reflected?

As per commissions, please make sure you setup commissions at Tools-->Options-->Commission-tab-->*Instrument type*-->Replay.

[marotom]

Hi Jason,

I've set the comission earlier, and give it right me during real-time trade. I attached a picture to this where can be seen the realized/unrealized PnL of value 0. on the Accounts tab will be modified the buyingpower, cash value, excess equity after a successful exectued.
other reflection: when I remove the strategie from the chart, then the market replay don't stop the strategy automatically, and the running of the strategy can be seen on the control center ---> Position tab. but, the good news, when the order submitted by strategy is rejected the position automatically shut down.
the picture: (I haven't glue why count the PnL in our currency Ft) the strategy run only real-time, and the trade are executed.


thanks.

[NinjaTrader_Jason]

Hello Tom,

Unfortunately this is as expected when trading order quantities of 1 in the replay101 account with forex. An order quantity of 1 represents one forex base unit.

If you like to trade regular lots, please have the strategy submit orders with a quantity of 100,000. Mini lots need to use 10,000 and micro lots use 1000.

How exactly do you remove the strategy from the chart? If you go to the Strategies menu in the chart, highlight the strategy and click Remove, the strategy is removed from the chart and the Strategies-tab as well.

Can you please restart NinjaTrader and check if you can reproduce the issue.

[marotom]

Hello Jason,

1. If you like to trade regular lots, please have the strategy submit orders with a quantity of 100,000. Mini lots need to use 10,000 and micro lots use 1000.
- I've set the default quantity 100 at the Strategies menu in the chart.

2. How exactly do you remove the strategy from the chart? If you go to the Strategies menu in the chart, highlight the strategy and click Remove, the strategy is removed from the chart and the Strategies-tab as well.
- I made it as you told.

3. Can you please restart NinjaTrader and check if you can reproduce the issue.
- I restarted it and unfortunatelly reproduce it.
but why counts it the PnL in Ft? why doesn't USD, because of it is USD based account. where should I set the currency in NT7? or should I in the operation system?

thanks Tom

[NinjaTrader_Jason]

Hello Tom,

Can you please use regular, mini or micro lots (100,000 - 10,000 - 1000) in your strategy and check if the (Un)realized columns under the Strategies-tab will update as expected.

Does the issue persist if you run the SampleMACrossOver strategy in a chart and you remove it? Does it still run in the Control Center-->Strategies-tab?

I am not sure why PnL is reflected as Ft. Does PnL reflect in Ft when running the SampleMACrossOver strategy?

If so, please go to Tools-->Instrument Manager, highlight the EURUSD in the 'Available master instruments' section and click Edit. Check what setting is used for Currency.

[marotom]

Reference samples

Hello Josh,

there are some tiny typos.
Indicator--->HorizontalGridLines-->Syntax is: DayBreakLines
Indicator--->PlotsConfigurable--->Syntax is: LinesConfigurable
------------------------------------
I'm learning your NinjaScript reference samples step by step and there are some questions to You regarding of it.
I have to say many, many thanks for this help and for your effort because of very, very useful to understand the process of NT, and brilliant idea is the Market Replay.
I'm tring out the all sample using NT7 with Market Replay connection checking sometime with Real-Time connection.
there are some remarks and question to you which I can't understand.

In Indicator Reference Sample-

7. Creating your own Level II data book (Accessing market depth, http://www.ninjatrader-support2.com/...ead.php?t=3478)
this errors give me the sample:
1.
in row 105: rows.Insert(e.Position, new LadderRow(e.Price, e.Volume, e.MarketMaker));
The best overloaded method match for 'NinjaTrader.Indicator.SampleMarketDepth.LadderRow .LadderRow(double, int, string)' has some invalid arguments
CS1502 - click for info
Line: 105; Column:29

2.
give me this error at 'e':
Argument '2': cannot convert from 'long' to 'int'
CS1503 - click for info
Line: 105; Column:52

3.
in row 120: rows[e.Position].Volume = e.Volume;
Cannot implicitly convert type 'long' to 'int'. An explicit conversion exists (are you missing a cast?)
give me this error at 'e':
Cannot implicitly convert type 'long' to 'int'. An explicit conversion exists (are you missing a cast?)
CS0266 - click for info
Line: 120; Column:33

question: How sohuld I write correctly in NT7?
--------------
15. Changing fonts for draw objects(http://www.ninjatrader-support2.com/...ad.php?t=19170)
the DrawText give me overload errors but it can be easy to amend. (this method occure in others)
--------------


In Strategy Reference Sample-
--------------
19. Getting PnL from an ATM strategy(http://www.ninjatrader-support2.com/...ad.php?t=19148)
give me this error:
in line 58. AtmStrategyCreate(Cbi.Action.Buy, OrderType.Market, 0, 0, TimeInForce.Day, orderId, "AtmStrategyTemplate", atmStrategyId);
Strategy\SampleATMPnL.cs The type or namespace name 'Action' does not exist in the namespace 'NinjaTrader.Cbi' (are you missing an assembly reference?) CS0234 - click for info 58 27
question: How sohuld I write correctly in NT7?

--------------
09. SampleHaltAdvancedStrategy (http://www.ninjatrader-support2.com/...ead.php?t=4804)

I tried to achieve rejected the Order (using 1000 default quantitiy) whether will it set the myEntryOrder to null (line 107). I thought it will run further, but it will cease with this message: "submitted an order that generated the following error ’OrderRejected’. Strategy has sent requests, attempted to close the position and terminated itself.”
question:
-how can I achieve to run continuously without stop with Handle our entry order (line 102-108)? Is it able to run with this logic? If yes, can I subsitute this for RealtimeErrorHandling? because of I found an solution using RealtimeErrorHandling method to continuously running. Is it right?
- I increased the order size in the script: myEntryOrder = EnterLongLimit(0, true, 21, Low[0], "Long Limit"); at MR it will place the limit order one by one not in one piece, as can be seen on the picture. at exitlong will divide up the 21 Lot (1 and 20 Lot).
however, when I run this strategy on real-time it works correctly buy/sell 21L in one piece. this situation can be found at NT7 and NT6.5 too. What should I set to MR to work as in real time to avoid the partfilled?


thanks for help

Tom

[marotom]

Hello Jason,

thanks for answers.

*Does the issue persist if you run the SampleMACrossOver strategy in a chart and you remove it? Does it still run in the Control Center-->Strategies-tab?

-yes, it still run in the Control Center. I sent earlier the trace file to support and it was advised reinstall the .Net. (I'm using 3.5) I did so, and a little bit improved the NT7 and after reinstall it wasn't occur it. (only give me some error, when I want to change the time in the Replay control click using From: or To: option)

*I am not sure why PnL is reflected as Ft. Does PnL reflect in Ft when running the SampleMACrossOver strategy?

- yes the PnL reflect in Ft in CC-->Strategies tab and Position tab (as it can be seen below, on the picture.), but at the CC-->Accounts tab will reflect Ft based too. however, if I switch on the default currency of operation system(XP) for USD/EUR it will changed the count of PnL USD/EUR based, but not correctly:

*If so, please go to Tools-->Instrument Manager, highlight the EURUSD in the 'Available master instruments' section and click Edit. Check what setting is used for Currency.

-yes, I did it, and tha Currency is Ok, UsDollar

Thanks. Tom

[NinjaTrader_Jason]

Hello Tom,

Unfortunately I could not see the image you attached in your post. Can you please try posting the image again or tell me how PnL currently is reflected.

[marotom]

Hello Jeson,

I attached a biger resolution picture. here it is:


there is a value of -0,08 in red in Realized grid. I lost almost the total cash value of 75% but in this case what refer the -0,08% to?
thanks

[NinjaTrader_JoshP]

marotom,

It would be best if you opened a new thread for new questions so things don't get jumbled up.

In terms of the reference sample questions:

You are currently using incompatible versions of the indicator which is why it doesn't work in NT7.

SampleMarketDepth: That reference was built for 6.5. You will need to change all of the int for volumes into long types.

ATM sample: In NT7, Action is now OrderAction. You will need to change the code for that to work.

SampleHaltAdvancedStrategy: If you do not want the strategy to stop you need to use RealtimeErrorHandling and turn that to TakeNoAction. This should only be done by advanced programmers who are 100% sure that their own code can handle all possible problems that may arise with the strategy.

When you are viewing the strategy in real-time, fills come in based off of real-time data. Should you want it to just show it to you as filled all in one swoop you need to go into Tools>Options>Simulator and check Support immediate fills and uncheck Support Partial fills.

[marotom]

Hello Josh
thanks for answer, and for your patience to answer questions.

[NinjaTrader_Jason]

Hello Tom,

The value would indicate the realized PnL of the strategy so far.

I suggest to check the trades the strategy has taken since you started the strategy. Check what PnL should be reflected for these trades and check if the Strategies-tab is in synch.

[marotom]

thanks Jason,
I'll check...